Interesting question! It is also something that I have been fascinated by, although the exact science behind dreaming is not well understood. Lucid dreaming is the state in which you know you are dreaming and sometimes can control your dream. I was able to achieve lucid dreaming by keeping a dream journal and throughout the day looking at my hands and asking myself if I was dreaming. Once I go into this habit, I would ask myself during a dream, "am I dreaming?" and I would realize that in fact I was! Here is a link to a website that goes into extensive detail on how to control your dreams. controlling your dreams